Why float('Nan') == float('Nan') is False

"Avi Gross" <avigross at verizon.net>:
> A NaN is a bit like a black hole. Anything thrown in disappears and
> that is about all we know about it. No two black holes are the same
> even if they seem to have the same mass, spin and charge. All they
> share is that we don't know what is in them.
Then, how do you explain:
>>> float("nan") != float("nan")
True
Why's that not False?
Marko